Profitability of momentum strategies: empirical evidence from Vietnam

DOI10.1007/978-3-030-77094-5_47zbMath1495.62117OpenAlexW3184675709MaRDI QIDQ2086251

Yen T. Nguyen, Manh D. Hoang

Publication date: 25 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_47

zbMATH Keywords

Bayesian analysismomentumportfolio constructionVietnamese stock market

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• JAGS
• Stan
• NUTS

Cites Work

• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• Unnamed Item

This page was built for publication: Profitability of momentum strategies: empirical evidence from Vietnam